+19.0%
SHW vs BTSG
+493.4%
-474.4%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | -0.2% |
| 7D | +1.9% | +6.0% | -4.1% | +1.2% |
| 30D | +8.1% | +12.4% | -4.4% | +6.5% |
| 3M | -2.8% | +18.2% | -21.0% | -4.9% |
| 6M | +15.0% | +26.0% | -11.0% | +11.1% |
| YTD | +9.0% | +90.1% | -81.1% | -0.2% |
| 1Y | +4.5% | +124.3% | -119.8% | -6.4% |
| All | +19.0% | +493.4% | -474.4% | -7.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded BTSG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling